Soc. Generale Put 240 ALGN 17.01.2025
/ DE000SY5WNC1
Soc. Generale Put 240 ALGN 17.01..../ DE000SY5WNC1 /
9/10/2024 9:37:48 AM |
Chg.+0.02 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.08EUR |
+0.65% |
- Bid Size: - |
- Ask Size: - |
Align Technology Inc |
240.00 USD |
1/17/2025 |
Put |
Master data
WKN: |
SY5WNC |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Align Technology Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
240.00 USD |
Maturity: |
1/17/2025 |
Issue date: |
7/18/2024 |
Last trading day: |
1/16/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-6.15 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.77 |
Intrinsic value: |
1.69 |
Implied volatility: |
0.51 |
Historic volatility: |
0.40 |
Parity: |
1.69 |
Time value: |
1.57 |
Break-even: |
184.88 |
Moneyness: |
1.08 |
Premium: |
0.08 |
Premium p.a.: |
0.24 |
Spread abs.: |
0.06 |
Spread %: |
1.88% |
Delta: |
-0.53 |
Theta: |
-0.08 |
Omega: |
-3.26 |
Rho: |
-0.49 |
Quote data
Open: |
3.08 |
High: |
3.08 |
Low: |
3.08 |
Previous Close: |
3.06 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+31.62% |
1 Month |
|
|
-13.97% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.06 |
2.34 |
1M High / 1M Low: |
3.56 |
2.29 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.84 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.74 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
156.32% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |